+1,842.6%
UMC vs VTR
+99.2%
+1,743.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.4% |
| 7D | +9.0% | -0.3% | +9.3% | +9.0% |
| 30D | +17.2% | +1.1% | +16.1% | +17.0% |
| 3M | +11.4% | +7.9% | +3.5% | +9.5% |
| 6M | +137.5% | +6.2% | +131.3% | +133.5% |
| YTD | +193.1% | +17.7% | +175.4% | +183.0% |
| 1Y | +240.3% | +32.9% | +207.4% | +221.5% |
| 3Y | +262.2% | +129.7% | +132.5% | +209.9% |
| 5Y | +143.1% | +89.3% | +53.8% | +112.2% |
| All | +1,842.6% | +99.2% | +1,743.4% | +1,516.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling